Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'000 CHF | 510'500 CHF | 100.00% | 100.00% |
12.07.2024 | 0.49% | 101.60 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'041 CHF | 510'541 CHF | 100.00% | 100.00% |
11.07.2024 | 0.29% | 101.90 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'971 CHF | 510'471 CHF | 100.00% | 100.00% |
10.07.2024 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'960 CHF | 510'460 CHF | 100.00% | 100.00% |
09.07.2024 | 0.29% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'521 CHF | 510'021 CHF | 100.00% | 100.00% |
08.07.2024 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'734 CHF | 510'234 CHF | 100.00% | 100.00% |
05.07.2024 | 0.29% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'500 CHF | 510'000 CHF | 97.13% | 97.13% |
04.07.2024 | 0.29% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'567 CHF | 510'067 CHF | 99.45% | 99.45% |
03.07.2024 | 0.29% | 101.70 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'519 CHF | 510'019 CHF | 100.00% | 100.00% |
02.07.2024 | 0.29% | 101.80 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'627 CHF | 510'127 CHF | 100.00% | 100.00% |